Forum rules
Please help the volunteers to help you by supplying the version of phpList you are using, browser & version and if possible, a link to your phpList installation. This is for Version 2 of phpList (the orange one).

Yes, it is a good idea to install XAMPP to work with phplist. As a matter of fact, it is recommended in the 'phplist Docs'.
Still, there is not a guideline posted in the forums to install it ,at the moment. If you do so, you can afterwards document it and post it in here for future users that might have the same problem This links have some data that may prove valuable in doing the installing:

As there does not seem to be a phpList on XAMPP guide, I've done a quick one on my own website, look for the first article. NB: XAMPP is reluctant to install for me, so for the install phpList I've had to go from memory from when I ran XAMPP on my old defunct computer.

I personally prefer the new AMPPS instead of XAMPP and I've done a starter guide, again on my website, look for Ampps and phpList article. Hope these help.